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Assumed Interest Rate Assumption and the Maturity Structure of the Assets of a Life Insurance Company
Assumption and the Maturity Structure of the Assets of a Life Insurance Company This paper presents the theory ... theory of immunization of investments to changes in interest rates and provides an extensive series of examples ...- Authors: Irwin T Vanderhoof
- Date: Oct 1972
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Investment strategy - Finance & Investments
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Investment Strategies
Investment Strategies ... hedging of the business and investment risks, and immunizing strategies. From the 1988 Record of Society ... Society of Actuaries, Vol. 14, No. 4A. N/A; 16166 10/1/1988 12:00:00 AM ...- Authors: Kenneth W Stewart, Irwin T Vanderhoof, Robert Stricker
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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Integrating the Actuarial/Investment Function
Integrating the Actuarial/Investment Function Panelists who have been a part of integrated actuarial ... side, the need for initial and ongoing coordination, the effect of company philosophies on the resulting ...- Authors: Gregory J Carney, Graham R McDonald, Richard S Robertson, Irwin T Vanderhoof
- Date: Oct 1987
- Competency: Strategic Insight and Integration>Management partnership
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments